Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'709 CHF | 258'761 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'877 CHF | 258'952 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'461 CHF | 258'511 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'941 CHF | 257'991 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'934 CHF | 257'984 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'082 CHF | 258'132 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'647 CHF | 257'697 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'311 CHF | 257'361 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'871 CHF | 256'921 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'251 CHF | 256'301 CHF | 98.75% | 98.75% |